Black market prostitution is often marked by murder, assault, abuse, drug addiction and disease. The worst of it corrals children into the trade to slake the awful lusts of the lowest-status members of society. Above-board prostitution is less unsavory, but it still may be non-euvoluntary. Even in the presence of decent regulatory institutions, the probability of ex post regret may still exist for both providers and clients. Externalities might be imposed on cuckolded spouses and knowledge that whorehouses operate legitimately in plain view is patently offensive to many.
Both states of the world are non-euvoluntary, so why select the one more likely to be tarnished by violent crime?